Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Let A be an invertible n n matrix, and b and x be n -vectors satisfying A x = b . Suppose we perturb the

Let A be an invertible nn matrix, and b and x be n-vectors satisfying Ax=b. Suppose we perturb the jth entry of b by =0, so b becomes b^=b+ej. Let x^ be the n-vector that satisfies Ax^=b^, i.e., the solution of the linear equations using the perturbed right hand side. We are interested in xx^, which is how much the solution changes due to the change in the right-hand side. The ratio xx^/ gives the sensitivity of the solution to changes (perturbations) of the jth entry of b.

(a) Show that xx^ does not depend on b; it depends on the matrix A,,andj.

(b) Based on your answer to part (a), describe how you would find the index j that maximizes the value of xx^.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Continuous Pseudometrics

Authors: W W Comfort ,S Negrepontis

1st Edition

0824762940, 978-0824762940

More Books

Students also viewed these Mathematics questions